Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM
Year of publication: |
2011
|
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Authors: | Charles-Cadogan, G. |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 22, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1976082 [DOI] |
Classification: | C02 - Mathematical Methods ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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